Multiple Choice
You invest $1,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 16% and a standard deviation of 20% and a treasury bill with a rate of return of 6%.
-__________ of your complete portfolio should be invested in the risky portfolio if you want your complete portfolio to have a standard deviation of 9%.
A) 100%
B) 90%
C) 45%
D) 10%
Correct Answer:
Verified
Correct Answer:
Verified
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